+317.7%
USFD vs BR
+220.6%
+97.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +1.0% |
| 7D | -3.0% | -5.3% | +2.3% | -0.9% |
| 30D | +3.5% | +6.4% | -2.9% | +0.7% |
| 3M | +26.6% | +13.6% | +12.9% | +19.2% |
| 6M | +11.7% | -6.7% | +18.4% | +13.7% |
| YTD | +38.1% | -21.1% | +59.2% | +50.8% |
| 1Y | +33.4% | -29.6% | +62.9% | +53.5% |
| 3Y | +155.8% | -2.4% | +158.2% | +149.1% |
| 5Y | +214.0% | +11.2% | +202.8% | +181.0% |
| 10Y | +320.4% | +191.8% | +128.6% | +169.0% |
| All | +317.7% | +220.6% | +97.1% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling